Yes, that's the only way to have nice cozy temperature throughout the year. Heating will be on during large part of the year, but during the summer AC will be on. Just working gently, though, no blasting.

I'd love to have ventilation with heat exchanger, but that's basically unheard of where I live.

I can't sleep with either AC, simple ventilation or windows open. Too much noise. In rural environments too, just a single cricket is capable of keeping me awake.

Sometimes in very hot weather I do leave the windows open at night but it's due to heat, not air quality.

Try sleeping with earplugs. I started doing it out of necessity, and it was awkward at first, but once I got used to it was really life-changing. Sleeping with plugs in feels like being embraced by silence and darkness, so much so that you can sleep the whole night through and feel more refreshed in the morning.

Aside from urban noise, I don't sleep well if an open window is too close to my bed because I end up with congested sinuses.

> I end up with congested sinuses

Always? I am fine if the air is fresh (e.g. sea breeze onto shore), but tend to get sniffles in city or countryside environments.

When it's humid I don't, but dry air invariably does it to me.

Some new buildings use an HRV system which circulates fresh air in while recovering some of the heat of the exhaust air.

It's way too loud if I sleep with the windows open.